Strategy Tester Report
theTradeableADX
BlueberryMarkets-Demo (Build 1420)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | ADXISHelp="===================================="; EntryMethod=1; ADX_Period=24; ADX_Level=25; TrendFollowMethod=0; PositionAction=0; ADXDeclineAction=0; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=6; MaxTotalTrades=2; MaxTradesAction=0; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=210; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; OHelp="===================================="; CFDTickScaling=0; MagicNumber=191210; | ||||
| Bars in test | 1907 | Ticks modelled | 32394169 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 40 | ||
| Total net profit | 4040.10 | Gross profit | 5714.21 | Gross loss | -1674.11 |
| Profit factor | 3.41 | Expected payoff | 91.82 | ||
| Absolute drawdown | 138.19 | Maximal drawdown | 566.29 (5.00%) | Relative drawdown | 5.00% (566.29) |
| Total trades | 44 | Short positions (won %) | 19 (63.16%) | Long positions (won %) | 25 (88.00%) |
| Profit trades (% of total) | 34 (77.27%) | Loss trades (% of total) | 10 (22.73%) | ||
| Largest | profit trade | 214.96 | loss trade | -220.04 | |
| Average | profit trade | 168.06 | loss trade | -167.41 | |
| Maximum | consecutive wins (profit in money) | 12 (2086.24) | consecutive losses (loss in money) | 3 (-512.08) | |
| Maximal | consecutive profit (count of wins) | 2086.24 (12) | consecutive loss (count of losses) | -512.08 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.09.04 00:00 | sell | 1 | 0.10 | 183.909 | 0.000 | 0.000 | ||
| 2 | 2023.09.04 00:00 | modify | 1 | 0.10 | 183.909 | 186.009 | 181.509 | ||
| 3 | 2023.09.06 08:00 | sell | 2 | 0.10 | 185.010 | 0.000 | 0.000 | ||
| 4 | 2023.09.06 08:00 | modify | 2 | 0.10 | 185.010 | 187.110 | 182.610 | ||
| 5 | 2023.09.14 15:52 | t/p | 2 | 0.10 | 182.610 | 187.110 | 182.610 | 145.04 | 10145.04 |
| 6 | 2023.09.14 16:00 | sell | 3 | 0.10 | 182.603 | 0.000 | 0.000 | ||
| 7 | 2023.09.14 16:00 | modify | 3 | 0.10 | 182.603 | 184.703 | 180.203 | ||
| 8 | 2023.09.21 11:00 | t/p | 1 | 0.10 | 181.509 | 186.009 | 181.509 | 122.26 | 10267.29 |
| 9 | 2023.09.21 12:00 | sell | 4 | 0.10 | 181.512 | 0.000 | 0.000 | ||
| 10 | 2023.09.21 12:00 | modify | 4 | 0.10 | 181.512 | 183.612 | 179.112 | ||
| 11 | 2023.10.03 14:12 | t/p | 3 | 0.10 | 180.203 | 184.703 | 180.203 | 127.33 | 10394.63 |
| 12 | 2023.10.03 14:12 | t/p | 4 | 0.10 | 179.112 | 183.612 | 179.112 | 145.06 | 10539.69 |
| 13 | 2023.10.03 16:00 | sell | 5 | 0.10 | 179.976 | 0.000 | 0.000 | ||
| 14 | 2023.10.03 16:00 | modify | 5 | 0.10 | 179.976 | 182.076 | 177.576 | ||
| 15 | 2023.10.06 10:16 | s/l | 5 | 0.10 | 182.076 | 182.076 | 177.576 | -161.77 | 10377.92 |
| 16 | 2023.10.06 12:00 | buy | 6 | 0.10 | 182.057 | 0.000 | 0.000 | ||
| 17 | 2023.10.06 12:00 | modify | 6 | 0.10 | 182.057 | 179.957 | 184.457 | ||
| 18 | 2023.10.10 12:00 | buy | 7 | 0.10 | 182.490 | 0.000 | 0.000 | ||
| 19 | 2023.10.10 12:00 | modify | 7 | 0.10 | 182.490 | 180.390 | 184.890 | ||
| 20 | 2023.11.03 14:19 | t/p | 6 | 0.10 | 184.457 | 179.957 | 184.457 | 202.40 | 10580.32 |
| 21 | 2023.11.03 16:00 | buy | 8 | 0.10 | 184.819 | 0.000 | 0.000 | ||
| 22 | 2023.11.03 16:00 | modify | 8 | 0.10 | 184.819 | 182.719 | 187.219 | ||
| 23 | 2023.11.03 16:50 | t/p | 7 | 0.10 | 184.890 | 180.390 | 184.890 | 200.10 | 10780.42 |
| 24 | 2023.11.08 20:00 | buy | 9 | 0.10 | 185.557 | 0.000 | 0.000 | ||
| 25 | 2023.11.08 20:00 | modify | 9 | 0.10 | 185.557 | 183.457 | 187.957 | ||
| 26 | 2023.11.14 13:35 | t/p | 8 | 0.10 | 187.219 | 182.719 | 187.219 | 180.70 | 10961.12 |
| 27 | 2023.11.14 15:24 | t/p | 9 | 0.10 | 187.957 | 183.457 | 187.957 | 177.28 | 11138.40 |
| 28 | 2023.11.14 16:00 | buy | 10 | 0.10 | 187.905 | 0.000 | 0.000 | ||
| 29 | 2023.11.14 16:00 | modify | 10 | 0.10 | 187.905 | 185.805 | 190.305 | ||
| 30 | 2023.11.17 04:00 | sell | 11 | 0.10 | 186.789 | 0.000 | 0.000 | ||
| 31 | 2023.11.17 04:00 | modify | 11 | 0.10 | 186.789 | 188.889 | 184.389 | ||
| 32 | 2023.11.17 08:50 | s/l | 10 | 0.10 | 185.805 | 185.805 | 190.305 | -143.41 | 10994.98 |
| 33 | 2023.11.23 12:00 | buy | 12 | 0.10 | 187.431 | 0.000 | 0.000 | ||
| 34 | 2023.11.23 12:00 | modify | 12 | 0.10 | 187.431 | 185.331 | 189.831 | ||
| 35 | 2023.12.04 15:00 | s/l | 12 | 0.10 | 185.331 | 185.331 | 189.831 | -138.84 | 10856.14 |
| 36 | 2023.12.04 16:00 | sell | 13 | 0.10 | 185.497 | 0.000 | 0.000 | ||
| 37 | 2023.12.04 16:00 | modify | 13 | 0.10 | 185.497 | 187.597 | 183.097 | ||
| 38 | 2023.12.07 02:15 | t/p | 11 | 0.10 | 184.389 | 188.889 | 184.389 | 119.74 | 10975.88 |
| 39 | 2023.12.07 08:10 | t/p | 13 | 0.10 | 183.097 | 187.597 | 183.097 | 157.73 | 11133.62 |
| 40 | 2023.12.13 16:00 | sell | 14 | 0.10 | 181.807 | 0.000 | 0.000 | ||
| 41 | 2023.12.13 16:00 | modify | 14 | 0.10 | 181.807 | 183.907 | 179.407 | ||
| 42 | 2023.12.13 22:45 | t/p | 14 | 0.10 | 179.407 | 183.907 | 179.407 | 170.41 | 11304.03 |
| 43 | 2023.12.19 12:00 | buy | 15 | 0.10 | 183.953 | 0.000 | 0.000 | ||
| 44 | 2023.12.19 12:00 | modify | 15 | 0.10 | 183.953 | 181.853 | 186.353 | ||
| 45 | 2023.12.20 07:00 | s/l | 15 | 0.10 | 181.853 | 181.853 | 186.353 | -147.99 | 11156.04 |
| 46 | 2023.12.21 04:00 | sell | 16 | 0.10 | 180.522 | 0.000 | 0.000 | ||
| 47 | 2023.12.21 04:00 | modify | 16 | 0.10 | 180.522 | 182.622 | 178.122 | ||
| 48 | 2023.12.25 04:00 | sell | 17 | 0.10 | 180.207 | 0.000 | 0.000 | ||
| 49 | 2023.12.25 04:00 | modify | 17 | 0.10 | 180.207 | 182.307 | 177.807 | ||
| 50 | 2024.01.04 08:47 | s/l | 17 | 0.10 | 182.307 | 182.307 | 177.807 | -179.52 | 10976.52 |
| 51 | 2024.01.04 09:28 | s/l | 16 | 0.10 | 182.622 | 182.622 | 178.122 | -184.58 | 10791.94 |
| 52 | 2024.01.04 12:00 | buy | 18 | 0.10 | 183.099 | 0.000 | 0.000 | ||
| 53 | 2024.01.04 12:00 | modify | 18 | 0.10 | 183.099 | 180.999 | 185.499 | ||
| 54 | 2024.01.10 08:00 | buy | 19 | 0.10 | 184.071 | 0.000 | 0.000 | ||
| 55 | 2024.01.10 08:00 | modify | 19 | 0.10 | 184.071 | 181.971 | 186.471 | ||
| 56 | 2024.01.10 16:10 | t/p | 18 | 0.10 | 185.499 | 180.999 | 185.499 | 175.01 | 10966.95 |
| 57 | 2024.01.15 12:00 | buy | 20 | 0.10 | 185.490 | 0.000 | 0.000 | ||
| 58 | 2024.01.15 12:00 | modify | 20 | 0.10 | 185.490 | 183.390 | 187.890 | ||
| 59 | 2024.01.17 07:00 | t/p | 19 | 0.10 | 186.471 | 181.971 | 186.471 | 178.43 | 11145.38 |
| 60 | 2024.01.17 08:00 | buy | 21 | 0.10 | 187.189 | 0.000 | 0.000 | ||
| 61 | 2024.01.17 08:00 | modify | 21 | 0.10 | 187.189 | 185.089 | 189.589 | ||
| 62 | 2024.01.17 15:43 | t/p | 20 | 0.10 | 187.890 | 183.390 | 187.890 | 172.72 | 11318.11 |
| 63 | 2024.01.29 16:00 | sell | 22 | 0.10 | 187.199 | 0.000 | 0.000 | ||
| 64 | 2024.01.29 16:00 | modify | 22 | 0.10 | 187.199 | 189.299 | 184.799 | ||
| 65 | 2024.02.13 07:20 | s/l | 22 | 0.10 | 189.299 | 189.299 | 184.799 | -187.12 | 11130.99 |
| 66 | 2024.02.13 12:00 | buy | 23 | 0.10 | 189.258 | 0.000 | 0.000 | ||
| 67 | 2024.02.13 12:00 | modify | 23 | 0.10 | 189.258 | 187.158 | 191.658 | ||
| 68 | 2024.02.13 14:33 | t/p | 21 | 0.10 | 189.589 | 185.089 | 189.589 | 201.27 | 11332.25 |
| 69 | 2024.02.16 20:00 | buy | 24 | 0.10 | 189.418 | 0.000 | 0.000 | ||
| 70 | 2024.02.16 20:00 | modify | 24 | 0.10 | 189.418 | 187.318 | 191.818 | ||
| 71 | 2024.03.19 15:41 | t/p | 23 | 0.10 | 191.658 | 187.158 | 191.658 | 210.39 | 11542.64 |
| 72 | 2024.03.19 16:00 | buy | 25 | 0.10 | 191.628 | 0.000 | 0.000 | ||
| 73 | 2024.03.19 16:00 | modify | 25 | 0.10 | 191.628 | 189.528 | 194.028 | ||
| 74 | 2024.03.19 16:31 | t/p | 24 | 0.10 | 191.818 | 187.318 | 191.818 | 204.69 | 11747.33 |
| 75 | 2024.03.27 16:00 | sell | 26 | 0.10 | 191.003 | 0.000 | 0.000 | ||
| 76 | 2024.03.27 16:00 | modify | 26 | 0.10 | 191.003 | 193.103 | 188.603 | ||
| 77 | 2024.04.24 16:59 | s/l | 26 | 0.10 | 193.103 | 193.103 | 188.603 | -220.04 | 11527.29 |
| 78 | 2024.04.24 20:00 | buy | 27 | 0.10 | 193.588 | 0.000 | 0.000 | ||
| 79 | 2024.04.24 20:00 | modify | 27 | 0.10 | 193.588 | 191.488 | 195.988 | ||
| 80 | 2024.04.25 05:03 | t/p | 25 | 0.10 | 194.028 | 189.528 | 194.028 | 214.96 | 11742.24 |
| 81 | 2024.04.26 07:25 | t/p | 27 | 0.10 | 195.988 | 191.488 | 195.988 | 175.00 | 11917.24 |
| 82 | 2024.05.06 12:00 | buy | 28 | 0.10 | 193.397 | 0.000 | 0.000 | ||
| 83 | 2024.05.06 12:00 | modify | 28 | 0.10 | 193.397 | 191.297 | 195.797 | ||
| 84 | 2024.05.13 13:50 | t/p | 28 | 0.10 | 195.797 | 191.297 | 195.797 | 178.41 | 12095.65 |
| 85 | 2024.05.13 16:00 | buy | 29 | 0.10 | 196.201 | 0.000 | 0.000 | ||
| 86 | 2024.05.13 16:00 | modify | 29 | 0.10 | 196.201 | 194.101 | 198.601 | ||
| 87 | 2024.05.16 04:00 | sell | 30 | 0.10 | 195.408 | 0.000 | 0.000 | ||
| 88 | 2024.05.16 04:00 | modify | 30 | 0.10 | 195.408 | 197.508 | 193.008 | ||
| 89 | 2024.05.17 14:33 | s/l | 30 | 0.10 | 197.508 | 197.508 | 193.008 | -151.63 | 11944.02 |
| 90 | 2024.05.17 16:00 | buy | 31 | 0.10 | 197.640 | 0.000 | 0.000 | ||
| 91 | 2024.05.17 16:00 | modify | 31 | 0.10 | 197.640 | 195.540 | 200.040 | ||
| 92 | 2024.05.20 18:43 | t/p | 29 | 0.10 | 198.601 | 194.101 | 198.601 | 178.40 | 12122.42 |
| 93 | 2024.05.24 15:18 | t/p | 31 | 0.10 | 200.040 | 195.540 | 200.040 | 178.39 | 12300.81 |
| 94 | 2024.05.30 04:00 | sell | 32 | 0.10 | 199.787 | 0.000 | 0.000 | ||
| 95 | 2024.05.30 04:00 | modify | 32 | 0.10 | 199.787 | 201.887 | 197.387 | ||
| 96 | 2024.06.03 12:00 | sell | 33 | 0.10 | 199.653 | 0.000 | 0.000 | ||
| 97 | 2024.06.03 12:00 | modify | 33 | 0.10 | 199.653 | 201.753 | 197.253 | ||
| 98 | 2024.06.04 10:41 | t/p | 32 | 0.10 | 197.387 | 201.887 | 197.387 | 162.78 | 12463.59 |
| 99 | 2024.06.04 10:45 | t/p | 33 | 0.10 | 197.253 | 201.753 | 197.253 | 167.85 | 12631.44 |
| 100 | 2024.06.05 16:00 | buy | 34 | 0.10 | 199.502 | 0.000 | 0.000 | ||
| 101 | 2024.06.05 16:00 | modify | 34 | 0.10 | 199.502 | 197.402 | 201.902 | ||
| 102 | 2024.06.10 00:00 | buy | 35 | 0.10 | 199.641 | 0.000 | 0.000 | ||
| 103 | 2024.06.10 00:00 | modify | 35 | 0.10 | 199.641 | 197.541 | 202.041 | ||
| 104 | 2024.06.21 20:17 | t/p | 34 | 0.10 | 201.902 | 197.402 | 201.902 | 190.94 | 12822.38 |
| 105 | 2024.06.23 23:39 | t/p | 35 | 0.10 | 202.041 | 197.541 | 202.041 | 185.24 | 13007.62 |
| 106 | 2024.06.24 00:00 | buy | 36 | 0.10 | 202.114 | 0.000 | 0.000 | ||
| 107 | 2024.06.24 00:00 | modify | 36 | 0.10 | 202.114 | 200.014 | 204.514 | ||
| 108 | 2024.07.01 08:00 | buy | 37 | 0.10 | 203.931 | 0.000 | 0.000 | ||
| 109 | 2024.07.01 08:00 | modify | 37 | 0.10 | 203.931 | 201.831 | 206.331 | ||
| 110 | 2024.07.01 13:16 | t/p | 36 | 0.10 | 204.514 | 200.014 | 204.514 | 178.39 | 13186.01 |
| 111 | 2024.07.05 13:55 | t/p | 37 | 0.10 | 206.331 | 201.831 | 206.331 | 177.24 | 13363.25 |
| 112 | 2024.07.17 12:00 | sell | 38 | 0.10 | 203.969 | 0.000 | 0.000 | ||
| 113 | 2024.07.17 12:00 | modify | 38 | 0.10 | 203.969 | 206.069 | 201.569 | ||
| 114 | 2024.07.23 04:00 | sell | 39 | 0.10 | 202.073 | 0.000 | 0.000 | ||
| 115 | 2024.07.23 04:00 | modify | 39 | 0.10 | 202.073 | 204.173 | 199.673 | ||
| 116 | 2024.07.23 07:50 | t/p | 38 | 0.10 | 201.569 | 206.069 | 201.569 | 155.19 | 13518.44 |
| 117 | 2024.07.24 04:03 | t/p | 39 | 0.10 | 199.673 | 204.173 | 199.673 | 167.86 | 13686.30 |
| 118 | 2024.07.30 20:00 | sell | 40 | 0.10 | 196.683 | 0.000 | 0.000 | ||
| 119 | 2024.07.30 20:00 | modify | 40 | 0.10 | 196.683 | 198.783 | 194.283 | ||
| 120 | 2024.07.31 07:48 | t/p | 40 | 0.10 | 194.283 | 198.783 | 194.283 | 167.85 | 13854.15 |
| 121 | 2024.08.12 08:00 | buy | 41 | 0.10 | 188.012 | 0.000 | 0.000 | ||
| 122 | 2024.08.12 08:00 | modify | 41 | 0.10 | 188.012 | 185.912 | 190.412 | ||
| 123 | 2024.08.15 12:33 | t/p | 41 | 0.10 | 190.412 | 185.912 | 190.412 | 176.11 | 14030.26 |
| 124 | 2024.08.20 20:00 | sell | 42 | 0.10 | 189.408 | 0.000 | 0.000 | ||
| 125 | 2024.08.20 20:00 | modify | 42 | 0.10 | 189.408 | 191.508 | 187.008 | ||
| 126 | 2024.08.22 04:00 | buy | 43 | 0.10 | 190.107 | 0.000 | 0.000 | ||
| 127 | 2024.08.22 04:00 | modify | 43 | 0.10 | 190.107 | 188.007 | 192.507 | ||
| 128 | 2024.08.22 11:35 | s/l | 42 | 0.10 | 191.508 | 191.508 | 187.008 | -159.21 | 13871.04 |
| 129 | 2024.08.27 08:00 | buy | 44 | 0.10 | 191.429 | 0.000 | 0.000 | ||
| 130 | 2024.08.27 08:00 | modify | 44 | 0.10 | 191.429 | 189.329 | 193.829 | ||
| 131 | 2024.08.30 20:59 | close at stop | 44 | 0.10 | 191.854 | 189.329 | 193.829 | 35.88 | 13906.92 |
| 132 | 2024.08.30 20:59 | close at stop | 43 | 0.10 | 191.854 | 188.007 | 192.507 | 133.17 | 14040.10 |